Howard started out writing historical fiction, but the research was pretty grueling and the outcomes mediocre, so he switched to a sort of adventurous self-insert character in historical fantasy settings, which later turned into Conan.
When I consider notable science fiction authors, they all seem to start with some understanding of a facet of the natural universe, then tease ideas into explorations of those points. To the layman on reflection, this might seem like some sort of predictive exercise, but I see it as a sort of rote process of extrapolation. Contrast that to science fantasy authors who focus on theme and aesthetic, imagining Westerns in future-space with gadgets or contemporary plots in scifi-associated settings, and there's quite a vast and exciting landscape left to be explored.